OpenAlex Citation Counts

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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Clustering of short and long-term co-movements in international financial and commodity markets in wavelet domain
Salim Lahmiri, Gazi Salah Uddin, Stelios Bekiros
Physica A Statistical Mechanics and its Applications (2017) Vol. 486, pp. 947-955
Closed Access | Times Cited: 23

Showing 23 citing articles:

The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets
Salim Lahmiri, Stelios Bekiros
Chaos Solitons & Fractals (2020) Vol. 138, pp. 109936-109936
Open Access | Times Cited: 210

Price volatility in the carbon market in China
Jingye Lyu, Ming Cao, Kuang Wu, et al.
Journal of Cleaner Production (2020) Vol. 255, pp. 120171-120171
Open Access | Times Cited: 90

Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets: Hedge and safe haven implications
Walid Mensi, Aylin Aslan, Xuan Vinh Vo, et al.
International Review of Economics & Finance (2022) Vol. 83, pp. 219-232
Closed Access | Times Cited: 66

Impact of the global financial crisis on the crude oil market
Kyohun Joo, Jong Hwan Suh, Daeyong Lee, et al.
Energy Strategy Reviews (2020) Vol. 30, pp. 100516-100516
Open Access | Times Cited: 69

Shock transmission and volatility spillover in stock and commodity markets: evidence from advanced and emerging markets
Gülin Vardar, Yener Çoşkun, Tezer Yelkenci
Eurasian economic review (2018) Vol. 8, Iss. 2, pp. 231-288
Closed Access | Times Cited: 65

Multifractal detrended cross-correlation analysis on benchmark cryptocurrencies and crude oil prices
Majid Mirzaee Ghazani, Reza Khosravi
Physica A Statistical Mechanics and its Applications (2020) Vol. 560, pp. 125172-125172
Closed Access | Times Cited: 46

Testing for asymmetric non-linear short- and long-run relationships between crypto-currencies and stock markets
Achraf Ghorbel, Wajdi Frikha, Yasmine Snene Manzli
Eurasian economic review (2022) Vol. 12, Iss. 3, pp. 387-425
Open Access | Times Cited: 27

Do commodities effectively hedge real estate risk? A multi-scale asymmetric DCC approach
Naveed Raza, Sajid Ali, Syed Jawad Hussain Shahzad, et al.
Resources Policy (2018) Vol. 57, pp. 10-29
Closed Access | Times Cited: 42

Disturbances and complexity in volatility time series
Salim Lahmiri, Stelios Bekiros
Chaos Solitons & Fractals (2017) Vol. 105, pp. 38-42
Closed Access | Times Cited: 30

Dependence risk analysis in energy, agricultural and precious metals commodities: a pair vine copula approach
Satish Kumar, Aviral Kumar Tiwari, Ibrahim D. Raheem, et al.
Applied Economics (2019) Vol. 52, Iss. 28, pp. 3055-3072
Open Access | Times Cited: 25

Nonlinear analysis of Casablanca Stock Exchange, Dow Jones and S&P500 industrial sectors with a comparison
Salim Lahmiri, Stelios Bekiros
Physica A Statistical Mechanics and its Applications (2019) Vol. 539, pp. 122923-122923
Closed Access | Times Cited: 20

Multifractal detrended cross-correlations between Chinese stock market and three stock markets in The Belt and Road Initiative
Xin Zhang, Yingming Zhu, Liansheng Yang
Physica A Statistical Mechanics and its Applications (2018) Vol. 503, pp. 105-115
Closed Access | Times Cited: 20

Dynamic Contagion of Systemic Risks on Global Main Equity Markets Based on Granger Causality Networks
Qiuhong Zheng, Liangrong Song
Discrete Dynamics in Nature and Society (2018) Vol. 2018, pp. 1-13
Open Access | Times Cited: 20

A New Perspective on Energy Contagion in Colombia: Evidence from Wavelet Analysis and Co-Movement Dynamics
Luís Ángel Meneses Cerón, Jorge Eduardo Orozco Álvarez, Juan Camilo Mosquera Muñoz, et al.
Revista CEA (2024) Vol. 10, Iss. 22, pp. e2578-e2578
Open Access | Times Cited: 1

Linkage influence of energy market on financial market by multiscale complexity synchronization
Yali Zhang, Jun Wang
Physica A Statistical Mechanics and its Applications (2018) Vol. 516, pp. 254-266
Closed Access | Times Cited: 12

The Informational Dynamics of Mean‒Variance Relationships in Fertilizer Markets: An Entropic Investigation
Salim Lahmiri, Stelios Bekiros
Entropy (2018) Vol. 20, Iss. 9, pp. 677-677
Open Access | Times Cited: 6

Connectivity, Netting, and Systemic Risk of Payment Systems
Shuzhen Chen, Desheng Wu
IEEE Systems Journal (2019) Vol. 13, Iss. 2, pp. 1658-1668
Closed Access | Times Cited: 5

Linkage Effects Mining in Stock Market Based on Multi-Resolution Time Series Network
Lingyu Xu, Huan Xu, Jie Yu, et al.
Information (2018) Vol. 9, Iss. 11, pp. 276-276
Open Access | Times Cited: 3

A LOOK AT SHORT- AND LONG-TERM NONLINEAR DYNAMICS IN FAMILY BUSINESS STOCK RETURNS LISTED ON CASABLANCA STOCK EXCHANGE
Salim Lahmiri
Fractals (2019) Vol. 27, Iss. 08, pp. 1950140-1950140
Closed Access | Times Cited: 3

The possibilities and consequences of investment decisions by stepwise optimization
Laima Okunevičiūtė Neverauskienė, Manuela Tvaronavičienė, Aleksandras Vytautas Rutkauskas, et al.
Economic Research-Ekonomska Istraživanja (2021) Vol. 35, Iss. 1, pp. 1061-1087
Open Access | Times Cited: 3

Stock Market Contagion from a Spatial Perspective
William W. Chow
International symposia in economic theory and econometrics (2018), pp. 85-104
Closed Access

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